Interest Rates Products

 
 
Tick Size Reduced
Countdown to FOMC
Curve Trade Paper
Bundle Futures Launched
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEZ4 Dec 2014 99.765 +0.005 99.765 99.770 99.760 13750
Eurodollar GEH5 Mar 2015 99.745 +0.005 99.745 99.750 99.740 12054
Eurodollar GEM5 Jun 2015 99.615 0 99.620 99.625 99.610 14506
Eurodollar GEU5 Sep 2015 99.415 -0.005 99.425 99.430 99.405 29812
Eurodollar GEZ5 Dec 2015 99.180 -0.005 99.190 99.190 99.160 46822
Eurodollar GEH6 Mar 2016 98.940 -0.01 98.955 98.960 98.915 34112
Eurodollar GEM6 Jun 2016 98.695 -0.01 98.715 98.720 98.665 21271
Eurodollar GEU6 Sep 2016 98.445 -0.01 98.460 98.475 98.410 25756
10-Year U.S. Treasury Note ZNZ4 Dec 2014 126'165 -0'035 126'200 126'235 126'065 246319
5-Year Deliverable Interest Rate Swap F1UZ4 Dec 2014 102'035 a -0'020 102'080 102'080 101'315 2
10-Year Deliverable Interest Rate Swap N1UZ4 Dec 2014 104'160 a -0'050 - 104'230 104'055 -
2-Year Eurodollar Bundle BU2Z4 Dec 2014 - - - - -
3-Year Eurodollar Bundle BU3Z4 Dec 2014 - - - - -
5-Year Eurodollar Bundle BU5Z4 Dec 2014 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEZ4 Dec 2014 99.765 +0.005 99.765 99.770 99.760 13750
Eurodollar GEH5 Mar 2015 99.745 +0.005 99.745 99.750 99.740 12054
Eurodollar GEM5 Jun 2015 99.615 0 99.620 99.625 99.610 14506
Eurodollar GEU5 Sep 2015 99.415 -0.005 99.425 99.430 99.405 29812
Eurodollar GEZ5 Dec 2015 99.180 -0.005 99.190 99.190 99.160 46822
Eurodollar GEH6 Mar 2016 98.940 -0.01 98.955 98.960 98.915 34112
Eurodollar GEM6 Jun 2016 98.695 -0.01 98.715 98.720 98.665 21271
Eurodollar GEU6 Sep 2016 98.445 -0.01 98.460 98.475 98.410 25756
30-Day Federal Funds ZQX4 Nov 2014 - - - - -
2-Year Eurodollar Bundle BU2Z4 Dec 2014 - - - - -
3-Year Eurodollar Bundle BU3Z4 Dec 2014 - - - - -
5-Year Eurodollar Bundle BU5Z4 Dec 2014 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBZ4 Dec 2014 156'24 -0'20 157'05 157'10 155'28 8646
U.S. Treasury Bond ZBZ4 Dec 2014 141'09 -0'09 141'15 141'19 140'20 56563
10-Year U.S. Treasury Note ZNZ4 Dec 2014 126'165 -0'035 126'200 126'235 126'065 246319
5-Year U.S. Treasury Note ZFZ4 Dec 2014 119'177 -0'012 119'195 119'217 119'120 91209
3-Year U.S. Treasury Note Z3NZ4 Dec 2014 - - - - -
2-Year U.S. Treasury Note ZTZ4 Dec 2014 109'262 +0'002 109'265 109'267 109'250 21982
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UZ4 Dec 2014 100'142 b -0'002 - 100'147 100'137 -
5-Year Deliverable Interest Rate Swap F1UZ4 Dec 2014 102'035 a -0'020 102'080 102'080 101'315 2
10-Year Deliverable Interest Rate Swap N1UZ4 Dec 2014 104'160 a -0'050 - 104'230 104'055 -
30-Year Deliverable Interest Rate Swap B1UZ4 Dec 2014 109'06 b -0'16 108'27 108'27 108'27 9
2-Year Euro Deliverable Interest Rate Swap T1EZ4 Dec 2014 100.530 b +0.015 - 100.530 - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.
 

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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX, and COMEX.